+47.5%
CCL vs YUM
+20.4%
+27.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -4.3% | -5.2% | +0.9% | -2.6% |
| 30D | -19.0% | -0.1% | -18.9% | -19.1% |
| 3M | -13.1% | -4.3% | -8.8% | -12.2% |
| 6M | -13.3% | -8.7% | -4.6% | -10.8% |
| YTD | -25.2% | -3.5% | -21.7% | -24.2% |
| 1Y | -27.2% | +0.5% | -27.7% | -26.9% |
| All | +47.5% | +20.4% | +27.1% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling